STOCHASTIC PROCESSES IN RANDOM MEDIA: AN APPROACH USING INT ERSECTION LOCAL TIMES

Research output

Research output per year 2005 2006 2008 2009 2010 2010

• 16 Article
• 1 Book

Research output per year

Research output per year

Search results

• 2010

  Convexity and smoothness of scale functions and de Finetti's control problem

  Kyprianou, A. E., Rivero, V. & Song, R. M., Jun 2010, In: Journal of Theoretical Probability. 23, 2, p. 547-564 18 p.

  Research output: Contribution to journal › Article › peer-review

  • Scale Function 100%
  • Control Problems 100%
  • De Finetti 100%
  30 Citations (SciVal)

• Hausdorff dimension of the double points on the Brownian frontier

  Kiefer, R. & Mörters, P., Jun 2010, In: Journal of Theoretical Probability. 23, 2, p. 605-623 19 p.

  Research output: Contribution to journal › Article › peer-review

  • Double Point 100%
  • Hausdorff Dimension 100%
  • Brownian Motion 100%
  1 Citation (SciVal)

• Trap models with vanishing drift: Scaling limits and ageing regimes

  Gantert, N., Morters, P. & Wachtel, V., 2010, In: ALEA Latin American Journal of Probability and Mathematical Statistics. 7, p. 477-501 25 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Scaling Limit 100%
  • Limit Theorem 50%
  • Integer 50%
  • Limit Process 50%
  55 Downloads (Pure)
• 2009

  A two cities theorem for the parabolic Anderson model

  Konig, W., Lacoin, H., Morters, P. & Sidorova, N., Jan 2009, In: Annals of Probability. 37, 1, p. 347-392 46 p.

  Research output: Contribution to journal › Article › peer-review
  33 Citations (SciVal)

• The exact packing measure of Brownian double points

  Morters, P. & Shieh, N.-R., 1 Jan 2009, In: Probability Theory and Related Fields. 143, 1-2, p. 113-136 24 p.

  Research output: Contribution to journal › Article › peer-review
  5 Citations (SciVal)

• Upper tails for intersection local times of random walks in supercritical dimensions

  Chen, X. & Morters, P., Feb 2009, In: Journal of the London Mathematical Society. 79, 1, p. 186-210 25 p.

  Research output: Contribution to journal › Article › peer-review

  • Local Time 100%
  • Random Walk 100%
  • Asymptotics 50%
  • Tail Probability 50%
  2 Citations (SciVal)
• 2008

  A class of weakly self-avoiding walks

  Morters, P. & Sidorova, N., 2008, In: Journal of Statistical Physics. 133, 2, p. 255-269 15 p.

  Research output: Contribution to journal › Article › peer-review
  3 Citations (SciVal)

• Minimal supporting subtrees for the free energy of polymers on disordered trees

  Morters, P. & Ortgiese, M., Dec 2008, In: Journal of Mathematical Physics. 49, 12, p. 125203 1 p.

  Research output: Contribution to journal › Article › peer-review

  • Regular Tree 100%
  • Exponential Growth 100%
  • Weight Distribution 100%
  • Random Walk 100%
  7 Citations (SciVal)

• Moderate deviations for a random walk in random scenery

  Fleischmann, K., Morters, P. & Wachtel, V., 2008, In: Stochastic Processes and their Applications. 118, 10, p. 1768-1802 35 p.

  Research output: Contribution to journal › Article › peer-review
  11 Citations (SciVal)

• Small value probabilities via the branching tree heuristic

  Morters, P. & Ortgiese, M., 2008, In: Bernoulli. 14, 1, p. 277-299 23 p.

  Research output: Contribution to journal › Article › peer-review
  6 Citations (SciVal)

• Weak and almost sure limits for the parabolic Anderson model with heavy tailed potentials

  van der Hofstad, R., Morters, P. & Sidorova, N., 2008, In: Annals of Applied Probability. 18, 6, p. 2450-2494 45 p.

  Research output: Contribution to journal › Article › peer-review
  23 Citations (SciVal)
• 2006

  Brownian intersection local times: Exponential moments and law of large masses

  Konig, W. & Morters, P., 2006, In: Transactions of the American Mathematical Society. 358, 3, p. 1223-1255 33 p.

  Research output: Contribution to journal › Article › peer-review

  2 Citations (SciVal)

• Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst

  Fleischmann, K., Morters, P. & Wachtel, V., 2006, In: Electronic Journal of Probability. 11, p. 723-767 45 p.

  Research output: Contribution to journal › Article › peer-review

• The universality classes in the parabolic Anderson model

  van der Hofstad, R., Konig, W. & Morters, P., 2006, In: Communications in Mathematical Physics. 267, 2, p. 307-353 47 p.

  Research output: Contribution to journal › Article › peer-review
  36 Citations (SciVal)
• 2005

  Large deviations of Markov chains indexed by random trees

  Dembo, A., Morters, P. & Sheffield, S., 2005, In: Annales de l'Institut Henri Poincaré: Probabilités et Statistiques. 41, 6, p. 971-996 26 p.

  Research output: Contribution to journal › Article › peer-review
  20 Citations (SciVal)

• The multifractal spectrum of Brownian intersection local times

  Klenke, A. & Morters, P., 2005, In: Annals of Probability. 33, 4, p. 1255-1301 47 p.

  Research output: Contribution to journal › Article › peer-review
  15 Citations (SciVal)